You can have the following issue if you try to access to an FTP Server which use FTP over HTTP protocol.

This is not unusual as many web server which provide download (such as manufacturers web site for downloading their updated drivers).

I was surprised as I configured my TMG EMS to allow FTP protocol.

Here is the error I have from IE, and then the log provided by TMG.

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So of course, I tried to allow FTP over HTTP at the Enterprise level. But, unfortunately, this protocol is not available.

I was obliged to allow it at the array level.

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Honestly, I found this an inexcusable mistake as many customer wants to manage Internet access at the Enterprise level (especially for protocol like FTP or, in this case, FTP over HTTP).